2

Stochastic Perron's Method for Hamilton--Jacobi--Bellman Equations

Année:
2013
Langue:
english
Fichier:
PDF, 263 KB
english, 2013
5

Optimal Investment with High-watermark Performance Fee

Année:
2012
Langue:
english
Fichier:
PDF, 667 KB
english, 2012
12

Adaptive equalization of time-varying MIMO channels

Année:
2005
Langue:
english
Fichier:
PDF, 441 KB
english, 2005
13

In which financial markets do mutual fund theorems hold true?

Année:
2009
Langue:
english
Fichier:
PDF, 540 KB
english, 2009
14

A Two‐Person Game for Pricing Convertible Bonds

Année:
2006
Langue:
english
Fichier:
PDF, 344 KB
english, 2006
15

Stochastic Perron's Method and Elementary Strategies for Zero-Sum Differential Games

Année:
2014
Langue:
english
Fichier:
PDF, 292 KB
english, 2014
29

A note on the strong formulation of stochastic control problems with model uncertainty

Année:
2014
Langue:
english
Fichier:
PDF, 198 KB
english, 2014
35

Sensitivity analysis of utility-based prices and risk-tolerance wealth processes

Année:
2006
Langue:
english
Fichier:
PDF, 502 KB
english, 2006